Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502117.2787 | 583223.4284 | -81106.1497 | -76115.1357 | 140070.8994 | -216186.0351 |
Total P&L (%) | 502.1173 | 583.2234 | -81.1062 | -76.1151 | 140.0709 | -216.186 |
Avg Daily Profit (%) | 0.2669 | 0.31 | -0.0431 | -0.0761 | 0.0466 | 0 |
Buy And Hold Return (%) | 29.1087 | 29.1087 | 29.1087 | 29.1087 | 29.1087 | 29.1087 |
Max Trade Drawdown | -398389 | -225483 | -203290 | -452338 | -203261 | -255914 |
Profit Factor | 1.5343 | 2.1994 | 0.8212 | 0.8718 | 1.513 | 0.3255 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 40 | 38.2979 | 41.6667 | 40 | 38.2979 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.3014 | 3.5435 | 1.1496 | 1.3076 | 2.4376 | 0.4557 |
Largest Winning Trade | 374894 | 374894 | 51760 | 237748 | 237748 | 53671 |
Largest Losing Trade | -46741 | -46741 | -37689 | -135211 | -68931 | -135211 |
Avg Bars in Trades | 37 | 39 | 34 | 37 | 39 | 34 |
Avg Bars in Winners | 58 | 59 | 58 | 58 | 59 | 58 |
Avg Bars in Losers | 22 | 27 | 17 | 22 | 27 | 17 |
Bars Traded | 3536 | 1875 | 1661 | 3536 | 1875 | 1661 |
Profit Streak | 14.7782 | 0 | 151.7782 | 14.7782 | 0 | 151.7782 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294800 | 312949 | -580911 | -582158 | -134203 | -582578 |
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{ "first_band": { "type": "linreg", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 13, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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